Hayashi-Yoshida coefficient estimator implementation in CUDA

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Title

Υλοποίηση του συντελεστή εκτίμησης Hayashi-Yoshida σε CUDA (EL)

Hayashi-Yoshida coefficient estimator implementation in CUDA (EN)

Creator

Φωτοπουλος Σπυριδων (EL)

Fotopoulos Spyridon (EN)

Contributor

Παπαευσταθιου Ιωαννης (EL)

Δολλας Αποστολος (EL)

Γαροφαλακης Μινως (EL)

Dollas Apostolos (EN)

Garofalakis Minos (EN)

Papaefstathiou Ioannis (EN)

Type

bachelorThesis

Thesis
Bachelor thesis (EN)

Issued

2017

Year

2017 (EN)

Description

The increased need for fast computational systems that can process large streaming inputs in real-time, combined with the limits in parallelism of the CPU's and the difficulties of FPGA based designs have led the hardware community in the search for alternatives. In this diploma thesis, we present a design that leverages the vast parallel capabilities of current GPU's that contain thousands of cores. We implement on a CUDA-enabled GPU two designs of the Hayashi-Yoshida correlation coefficient estimator algorithm, with and without window, for large inputs and we can yield an impressive fifteen-fold and twenty-fold decrease in overall computing latency respectively, coupled with the ability to handle simultaneously up to 18000 inputs. (EN)

Scientific field

Engineering and Technology
Electrical engineering, Electronic engineering, Information engineering (EN)

Subject

CUDA (EN)

Correlation (EN)

Yoshida (EN)

GPU (EN)

Hayashi (EN)

Language

English

School / Department / Institute

Πολυτεχνείο Κρήτης (EL)